专业市场价格指数误差控制研究
发布时间：2018-12-21 09:52
【摘要】：专业市场在我国市场经济的地位不断提高,编制专业市场价格指数在提升专业市场管理效率,特别是争夺行业价格话语权上发挥着重要作用。然而,我国专业市场价格指数编制工作的专业性不强,所编制的指数误差较大、准确性不高,严重限制了指数功能的发挥。如何控制专业市场价格指数的误差,保证指数的准确性,也就成为了目前专业市场价格指数编制工作迫切需要解决的问题。本文将对此问题展开研究。本文包括以下四个方面的内容:第一,对专业市场的概念、专业市场价格指数的特点以及专业市场价格指数的误差来源进行探讨,为后续研究奠定基础;第二,针对论述的专业市场价格指数特点和误差来源,提出了适用于专业市场价格指数的误差控制方法体系,分别是用抽样模拟方法控制企业抽样的误差、回归分析法控制基期调整的误差、随机指数方法控制公式选择的误差;第三,以编制Z铜专业市场价格指数为例,运用上述方法对其进行了误差控制;第四,对Z铜专业市场价格指数误差控制的效果进行了评估,以检验研究所提出的误差控制方法的有效性。本文的主要结论:第一,采用抽样模拟技术,可以解决专业市场由于企业分类标志复杂性所带来的抽样企业结构偏差而造成的指数误差问题;第二,以回归分析的置信区间作为判断基期是否应该置换的参考依据,可以解决因为专业市场价格波动大,基期转换周期无法固定而造成的指数误差问题;第三,用随机指数方法,可以解决专业市场由于产品复杂性所带来的编制公式选择失效而造成的指数误差问题。综上所述,研究所提出的专业市场价格指数误差控制方法在减少指数误差,提高指数准确性上是切实有效的。本文的创新体现在:第一,尝试从企业抽样方法入手,利用计算机技术与统计技术相结合,设计完成了抽样模拟方法,为大数据时代,如何利用计算机模拟技术完成最佳样本抽取,提供了参考;第二,对传统固定时间调整基期在专业市场的可行性提出质疑,并提出假设:基期变动率和指数变动率之间存在线性回归关系,可以依据回归模型的置信区间判断是否调整基期,并给出了专业市场价格指数的基期调整方法;第三,初次将随机指数方法拓展到专业市场领域,并运用随机指数方法对Z铜专业市场价格指数的编制公式进行了选择,为随机指数方法解决其它价格指数的编制问题提供了借鉴;第四,在国内首次用R软件开发了抽样模拟方法以及随机指数方法的计算程序包,可以为其他指数编制者提供便利,也可促进R软件在国内的推广应用。
[Abstract]:The position of professional market in our market economy is improving constantly. The compilation of professional market price index plays an important role in improving the efficiency of professional market management, especially in fighting for the right of trade price discourse. However, the professional market price index in our country is not professional, the error of the index is large, and the accuracy is not high, which seriously limits the function of the index. How to control the errors of the professional market price index and ensure the accuracy of the index has become an urgent problem that needs to be solved in the compilation of the specialized market price index. This paper will study this problem. This paper includes the following four aspects: first, the concept of the professional market, the characteristics of the professional market price index and the error source of the professional market price index are discussed to lay the foundation for further research; Secondly, according to the characteristic and error source of the professional market price index, the paper puts forward the error control method system which is suitable for the professional market price index, which is the sampling simulation method to control the sampling error of the enterprise. The error of base period adjustment is controlled by regression analysis and the error of formula selection is controlled by stochastic exponential method. Thirdly, taking the compilation of Z copper market price index as an example, the error control is carried out by using the above method. Fourthly, the effect of error control of price index in Z copper market is evaluated to test the effectiveness of the error control method proposed by the research. The main conclusions of this paper are as follows: first, adopting sampling simulation technology can solve the problem of exponential error caused by the structural deviation of sampling enterprises caused by the complexity of enterprise classification marks in professional market; Secondly, taking the confidence interval of regression analysis as the reference to judge whether the base period should be replaced or not, we can solve the problem of exponential error caused by the large fluctuation of the price of the professional market and the uncertainty of the transition period of the base period. Thirdly, the problem of exponential error caused by the failure of formula selection caused by product complexity in professional market can be solved by using stochastic exponential method. To sum up, the expert price index error control method proposed by the research is effective in reducing the index error and improving the index accuracy. The innovation of this paper is reflected in the following aspects: first, we try to design and complete the sampling simulation method by combining computer technology with statistical technology, starting with the enterprise sampling method, which is the time of big data. How to use computer simulation technology to complete the best sample extraction is provided. Secondly, the feasibility of the traditional fixed time adjustment base period in the professional market is questioned, and the hypothesis is put forward that there is a linear regression relationship between the base period change rate and the index change rate. According to the confidence interval of regression model, we can judge whether to adjust the base period, and give the adjustment method of the professional market price index. Thirdly, the stochastic index method is extended to the specialized market for the first time, and the formula for compiling the price index of Z copper specialized market is selected by using the stochastic index method. It provides a reference for the stochastic index method to solve the problem of compiling other price indices. Fourthly, the sampling simulation method and the calculation package of random exponent method are developed for the first time in China by using R software, which can provide convenience for other exponent compilers and promote the popularization and application of R software in China.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F726
本文编号：2388748
[Abstract]:The position of professional market in our market economy is improving constantly. The compilation of professional market price index plays an important role in improving the efficiency of professional market management, especially in fighting for the right of trade price discourse. However, the professional market price index in our country is not professional, the error of the index is large, and the accuracy is not high, which seriously limits the function of the index. How to control the errors of the professional market price index and ensure the accuracy of the index has become an urgent problem that needs to be solved in the compilation of the specialized market price index. This paper will study this problem. This paper includes the following four aspects: first, the concept of the professional market, the characteristics of the professional market price index and the error source of the professional market price index are discussed to lay the foundation for further research; Secondly, according to the characteristic and error source of the professional market price index, the paper puts forward the error control method system which is suitable for the professional market price index, which is the sampling simulation method to control the sampling error of the enterprise. The error of base period adjustment is controlled by regression analysis and the error of formula selection is controlled by stochastic exponential method. Thirdly, taking the compilation of Z copper market price index as an example, the error control is carried out by using the above method. Fourthly, the effect of error control of price index in Z copper market is evaluated to test the effectiveness of the error control method proposed by the research. The main conclusions of this paper are as follows: first, adopting sampling simulation technology can solve the problem of exponential error caused by the structural deviation of sampling enterprises caused by the complexity of enterprise classification marks in professional market; Secondly, taking the confidence interval of regression analysis as the reference to judge whether the base period should be replaced or not, we can solve the problem of exponential error caused by the large fluctuation of the price of the professional market and the uncertainty of the transition period of the base period. Thirdly, the problem of exponential error caused by the failure of formula selection caused by product complexity in professional market can be solved by using stochastic exponential method. To sum up, the expert price index error control method proposed by the research is effective in reducing the index error and improving the index accuracy. The innovation of this paper is reflected in the following aspects: first, we try to design and complete the sampling simulation method by combining computer technology with statistical technology, starting with the enterprise sampling method, which is the time of big data. How to use computer simulation technology to complete the best sample extraction is provided. Secondly, the feasibility of the traditional fixed time adjustment base period in the professional market is questioned, and the hypothesis is put forward that there is a linear regression relationship between the base period change rate and the index change rate. According to the confidence interval of regression model, we can judge whether to adjust the base period, and give the adjustment method of the professional market price index. Thirdly, the stochastic index method is extended to the specialized market for the first time, and the formula for compiling the price index of Z copper specialized market is selected by using the stochastic index method. It provides a reference for the stochastic index method to solve the problem of compiling other price indices. Fourthly, the sampling simulation method and the calculation package of random exponent method are developed for the first time in China by using R software, which can provide convenience for other exponent compilers and promote the popularization and application of R software in China.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F726
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